Hawk of the Hills by Robert E. Howard

AGAIN IT WAS the spiteful cracking of rifles which awakened Willoughby. He sat up, momentarily confused and unable to remember where he was or how he came there. Then he recalled the events of the night; he was in the stronghold of an outlaw chief, and those detonations must mean the siege Gordon had predicted. He was alone in the great cavern, except for the horses munching fodder beyond the bars at the other end. Among them he recognized the big white stallion that had belonged to Baber Ali.

The fire had died to a heap of coals and the daylight that stole through a couple or arches, which were the openings of tunnels connecting with the outer air, was augmented by half a dozen antique- looking bronze lamps.